-49.3%
COMP vs CG
+27.2%
-76.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.4% | +11.3% |
| 7D | +13.4% | -1.2% | +14.6% | +14.8% |
| 30D | +11.1% | +5.0% | +6.1% | +7.1% |
| 3M | -18.8% | -18.2% | -0.6% | -4.7% |
| 6M | +10.5% | -20.7% | +31.2% | +31.9% |
| YTD | -3.4% | -31.4% | +28.0% | +28.5% |
| 1Y | +19.7% | -22.3% | +41.9% | +42.9% |
| 3Y | +381.6% | +50.2% | +331.4% | +164.2% |
| 5Y | -17.6% | -22.1% | +4.5% | -28.7% |
| All | -49.3% | +27.2% | -76.6% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling